I use for two reasons:
1. Safety. I may not be the first person in the woods or the last one out and I don't want to be accidentally shot by someone shooting at noises in the dark. No one is going to mistake a flashlight beam for a deer.The other is that I have a couple of hunting stands next to steep drop-offs and I don't want to fall.
2. Stealth. Granted a light isn't ideal, but I'd rather have a light shining on the ground than be breaking branches or snapping twigs cause I can't see as I walk. If I can keep the light off entirely, I do. Sometimes, it's just not possible, so I flip it on and keep the beam straight down.